Use of a Monte Carlo method in an algorithm which solves a set of functional inequalities

DOI10.1007/BF00940815zbMATH Open0535.65043MaRDI QIDQ791285FDOQ791285

Authors: Andrew J. Heunis 

Publication date: 1985

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

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zbMATH Keywords

almost sure convergencecomputer aided designstochastic algorithmfunctional inequalitiesapproximate maximizationprobability tripletuniform scattering of points

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Cites Work

• On Constraint Dropping Schemes and Optimality Functions for a Class of Outer Approximations Algorithms
• Solving nonlinear inequalities in a finite number of iterations
• On the finite solution of nonlinear inequalities
• An outer approximations algorithm for computer-aided design problems
• Design of nonlinear feedback controllers

Cited In (4)

• A stochastic algorithm for optimization problems with continua of inequalities
• Random generation of monotonic functions for Monte Carlo solution of qualitative differential equations
• Title not available (Why is that?)
• Monte Carlo computation of the mean of a function with convex support

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